Stationary Distribution of a Stochastic Process
- Авторлар: Lotov V.1,2, Okhapkina E.2
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Мекемелер:
- Sobolev Institute of Mathematics SB RAS
- Novosibirsk State University
- Шығарылым: Том 231, № 2 (2018)
- Беттер: 218-226
- Бөлім: Article
- URL: https://journals.rcsi.science/1072-3374/article/view/241122
- DOI: https://doi.org/10.1007/s10958-018-3817-x
- ID: 241122
Дәйексөз келтіру
Аннотация
We find a stationary distribution of a stochastic process with delay at the origin. The trajectories of the process have linear growth and random jumps at random times. We use known results for regenerative processes and factorization technique for the study in boundary crossing problems for random walks.
Авторлар туралы
V. Lotov
Sobolev Institute of Mathematics SB RAS; Novosibirsk State University
Хат алмасуға жауапты Автор.
Email: lotov@math.nsc.ru
Ресей, 4, Akad. Koptyuga pr., Novosibirsk, 630090; 1, Pirogova St., Novosibirsk, 630090
E. Okhapkina
Novosibirsk State University
Email: lotov@math.nsc.ru
Ресей, 1, Pirogova St., Novosibirsk, 630090